Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.548 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47292.79 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45897.81 Kr¶

PnL: ---------------------------------------> -990.76 Kr¶

DD now: ---------------------------------> -2.75 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 16:14:52.966688'

Anic Portfolio¶

Today¶

Return: -0.299 %¶

This Week¶

Return: -1.294 %¶

Total¶

Return: 54.824 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 15.670000 800.000000 127.000000 18.870000 673.000000
SAAB B 8 0.800000 3435.200000 58.200000 1.720000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.770000 395.000000 40.000000 11.270000 355.000000
Corem Property Group B 59 -1.630000 607.110000 30.110000 5.220000 576.999999
Boozt 12 0.500000 1676.400000 22.400000 1.350000 1653.999996
AcadeMedia 12 -1.070000 579.360000 22.360000 4.010000 557.000004
Intrum 4 3.360000 548.000000 21.000000 3.980000 527.000000
Resurs Holding 22 -1.350000 593.780000 19.780000 3.450000 573.999998
Nordea Bank Abp 29 0.130000 3473.620000 19.620000 0.570000 3453.999992
OEM International B 7 1.170000 543.900000 15.900000 3.010000 527.999997
Swedbank A 3 -0.670000 575.850000 11.850000 2.100000 564.000000
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -0.040000 578.520000 8.520000 1.490000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
CTEK 13 1.450000 536.770000 2.770000 0.520000 533.999999
Samhällsbyggnadsbo. i Norden D 12 0.000000 247.680000 1.680000 0.680000 246.000000
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 0.320000 541.500000 -4.500000 -0.820000 546.000000
Midsona B 63 1.680000 570.780000 -12.220000 -2.100000 582.999984
Essity B 2 -3.150000 541.600000 -32.400000 -5.640000 574.000000
International Petroleum Corp. 5 -0.540000 549.500000 -45.070000 -7.580000 594.565215
Essity A 4 -2.860000 1086.000000 -63.000000 -5.480000 1149.000000
Vivesto 1368 0.920000 538.440000 -74.560000 -12.160000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -9.770000 2834.000000 -137.000000 -4.610000 2971.000006
Fasadgruppen Group 35 -0.190000 3626.000000 -185.000000 -4.850000 3810.999990
OX2 18 0.830000 1414.800000 -249.200000 -14.980000 1663.999992
Axfood 13 -3.090000 3465.800000 -290.200000 -7.730000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45897.810000 -990.760000 -2.74954% 46888.564618

Updated:¶

'2023-01-26 16:15:06.178518'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶